10.6.2 added health and wellness alert for custom feed failing. If you are looking for where the alerting policy exists you can find it under the Default policy for Hosts > SA Hosts Monitoring Policy
If you have custom feeds especially ones that poll from external systems on a schedule you should enable alerting on the policy to notify you of these events.
You can see the options on the policy item which you can customize if you create a copy of the policy first.
